Practical financial optimization : a library of GAMS models /
In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. 'GAMS' consists of a language which allows a high-level, algebraic representation of mathematical models a...
Call Number: | Libro Electrónico |
---|---|
Main Author: | Consiglio, Andrea |
Other Authors: | Nielsen, Søren S., Zenios, Stavros Andrea |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Chichester, U.K. :
Wiley,
2009.
|
Series: | Wiley finance series.
|
Subjects: | |
Online Access: | Texto completo (Requiere registro previo con correo institucional) |
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